论文信息 - The Retrieval of Harmonics from a Covariance Function

The Retrieval of Harmonics from a Covariance Function

Summary A new method for retrieving harmonics from a covariance function is introduced. The method is based on a theorem of Caratheodory about the trigonometrical moment problem. The relation between this method and the ‘maximum entropy’ spectral estimator is discussed, and the effect of a small addition of a noise component is investigated. A numerical example is discussed.

V. Pisarenko

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